Work

Applications of anticipating stochastic calculus to stochastic differential equations

Year: 1990

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/bfb0083610

Author: Etienne Pardoux

Institution: Université de Provence Aix-Marseille I

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W155934768

FWCI: 32.11

Cites: 17

Cited by: 27

Related to: 10